Pages that link to "Item:Q2835319"
From MaRDI portal
The following pages link to Statistical analysis of mixture vector autoregressive models (Q2835319):
Displaying 14 items.
- Gaussian mixture vector autoregression (Q75584) (← links)
- On mixture autoregressive conditional heteroskedasticity (Q1643793) (← links)
- On a constrained mixture vector autoregressive model (Q2227405) (← links)
- Noncausal vector autoregressive process: representation, identification and semi-parametric estimation (Q2398979) (← links)
- On a logistic mixture autoregressive model (Q2775616) (← links)
- On Mixture Periodic Vector Autoregressive Models (Q2876148) (← links)
- Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757) (← links)
- Hidden Markov Mixture Autoregressive Models: Stability and Moments (Q4921660) (← links)
- On a mixture vector autoregressive model (Q5421217) (← links)
- A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis (Q5876092) (← links)
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables (Q6097545) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- Likelihood-based analysis in mixture global vars (Q6187958) (← links)
